If you look at it in terms of instincts being unconscious and the consciousness providing the will to control or overcome the inborn instincts, then it's logical to say that animals have moments of consciousness. In terms of psychological development, I guess that's as good as any 'line' to define the differences - whether something is able to overcome instinctual tendencies. Jung says that instincts need to have all things just right in order for the instinct to function, like how it is impossible for some animals to breed in captivity - the natural environment is gone, so the instinct to reproduce is squashed, it doesn't work. We tap in to our unconscious where those instincts are by dreaming and daydreaming and through fantasy. What happens in our conscious he calls 'directed thinking' (the more developed thinking is, the less there is the ability to tap into the unconscious contents), but we came on that slowly, and he uses mythology as proof of that. As a species, we are different in our instictual purpose from animals, but some animals are not that far developmentally from us. The training we do with horses (or any other animal) itself is enough to develop 'thinking' since what we are training them to do is go against their instincts.
Survival is an instinct and probably in every living thing. That instinct alone would be enough to say that all animals sense their pending death. I'd even go so far to say that humans are the best at ignoring or denying their death, which may also be a way that instinct to survive pushes them through a dangerous situation. Look at the Holocaust. Most of the world denied that Hitler was killing millions in gas chambers because it was such a horrendous thought, and that denial let him free to do his killing for a few years. I've read several books on it by survivors, and one thing they all do is deny that they would have to walk into one of those chambers. Those that survived did so because they believed that unbelievable situation would end. They held onto this hope even though every day they saw thousands walk into those doors and never come back out again. Is it really just thinking that happens, or can animals somehow know that their mates are gone for good? If animals penned outside a slaughter house hear the screams and smell the blood, can they deny what is going on in there? Animals don't have the ability to think of ways to make themselves valuable to their captors enough to keep them out of that slaughter house as some of the Jews did, nor do they have the ability to deny that impending death. I would have to say the existence of the instinct to survive is solid proof of awareness of pending death.
The differentiation between human and animals is not the human characteristics given to animals that causes slaughter to be an issue. What is inherent in every living thing is the instinct to survive. Jung believed in the "collective unconscious" that every living thing shares, and what "directed thinking" has taken us farther and farther away from. We, as humans, as people, have developed to the point where we have become much less since we are unable to tap into a great part of what we are. It is at the root of why humanity has become more and more inhumane.
It is not the giving of human qualities to animals or the emotional attachment to our pets or even our wish to use the horse as a symbol of our American history that is at issue here. It is more the overpopulation of the planet, the waste of the natural resources that is at the heart of even considering another food source to feed the Earth's hungry people. Perhaps it is a turning point for mankind. Perhaps this issue of horse slaughter is just another reason to examine our "directed thinking" and take seriously the responsibility it implies. WE have changed the environment, so WE have to devise ways that allow natural, instinctual tendencies to function. If we do not, the end result will be extinction for all we call life.
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